Rational pricing

Results: 59



#Item
41Finance / Rational expectations / Financial crisis / Volatility / Capital asset pricing model / Efficient-market hypothesis / Economics / Financial economics / Mathematical finance

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Source URL: www.suomenpankki.fi

Language: English - Date: 2014-06-18 06:24:42
42Finance / Actuarial science / Options / Stock market / Financial markets / Equity premium puzzle / Risk premium / Rational pricing / Stochastic volatility / Financial economics / Mathematical finance / Economics

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-09-26 14:22:57
43Finance / Estimation theory / Futures contract / Risk-neutral measure / Forward contract / Rational expectations / Law of total expectation / Capital asset pricing model / Mathematical finance / Financial economics / Economics

Beauty Contests and Iterated Expectations in Asset Markets∗ Franklin Allen University of Pennsylvania [removed]

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Source URL: www.nuff.ox.ac.uk

Language: English - Date: 2004-09-15 11:54:14
44Finance / Economics / Capital asset pricing model / Futures contract / Noise trader / Arbitrage / Stock market / Rational pricing / Modern portfolio theory / Financial economics / Financial markets / Mathematical finance

Noise Trader Risk in Financial Markets J. Bradford De Long Harvard University and NBER Andrei Shleifer

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Source URL: www.j-bradford-delong.net

Language: English - Date: 1999-09-03 19:58:59
45New Keynesian economics / Economic theories / Inflation / Phillips curve / Lucas Island Model / Monopoly / Marginal cost / Sticky / Index of economics articles / Economics / Macroeconomics / Monetary policy

Calvo pricing and imperfect common knowledge: a forward looking model of rational inflation inertia

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-04-25 13:34:08
46Mathematical finance / Economic model / Forecasting / Futures contract / Forward contract / Demand for money / Rational pricing / Capital asset pricing model / Financial economics / Finance / Economics

Testing the asset pricing model of exchange rates with survey data

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Source URL: www.ecb.europa.eu

Language: English - Date: 2010-05-20 10:51:41
47Macroeconomics / Financial markets / David Easley / Year of birth missing / Economic theories / Rational expectations / Economic model / Behavioral economics / Noise trader / Economics / Financial economics / Finance

Market Selection and Asset Pricing for the Handbook of Financial Markets: Dynamics and Evolution Lawrence Blume†‡ and David Easley† June 2008

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Source URL: tuvalu.santafe.edu

Language: English - Date: 2008-11-30 15:14:32
48Mathematical finance / Financial markets / Behavioral finance / Pricing / Rational pricing / Futures contract / Behavioral economics / Capital asset pricing model / Arbitrage pricing theory / Financial economics / Finance / Economics

An empirical investigation into equity market feedback and momentum, co-movement, and the macroeconomic content of pricing factors

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Source URL: melbourneinstitute.com

Language: English - Date: 2010-06-14 23:57:09
49Mathematical finance / Financial markets / Behavioral finance / Pricing / Rational pricing / Futures contract / Behavioral economics / Capital asset pricing model / Arbitrage pricing theory / Financial economics / Finance / Economics

An empirical investigation into equity market feedback and momentum, co-movement, and the macroeconomic content of pricing factors

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Source URL: www.melbourneinstitute.com

Language: English - Date: 2010-06-14 23:57:09
50Monetary policy / Macroeconomic policy / Economic theories / General equilibrium theory / Keynesian economics / Rational expectations / Sticky / Macroeconomic model / Money supply / Macroeconomics / Economics / Inflation

Comments on Robert G. King and Alexander L. Wolman’s “Monetary Discretion, Pricing Complementarity and Dynamic Multiple Equilibria” Olivier Jeanne IMF, Research Department International Research Forum on Monetary P

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-05-03 10:21:22
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